Prediction problems for square-transformed stationary processes
type: Item
instance of: scholarly article
title: Prediction problems for square-transformed stationary processes
zbMATH Open document ID: 1013.62094
DOI: 10.1023/A:1022634712382
author: In-Bong Choi
author: Masanobu Taniguchi
published in: Statistical Inference for Stochastic Processes
publication date: 2003-06-09T00:00:00Z
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 1924856
zbMATH Keywords: best linear predictor
zbMATH Keywords: conjectured special density
zbMATH Keywords: misspecified prediction
zbMATH Keywords: quasi-MLE
zbMATH Keywords: transformations
zbMATH Keywords: spectral density
zbMATH Keywords: stationary processes
MaRDI profile type: Publication
full work available at URL: a:1022634712382
OpenAlex ID: W1492069402
Recommended article: On the prediction of \(p\)-stationary processes
Recommended article: Stationary Processes and Prediction Theory. (AM-44)
Recommended article: Some prediction problems for stationary random fields with quarter-plane past
Recommended article: Non-linear predictors of transformed stationary processes
Recommended article: Some extensions of linear approximation and prediction problems for stationary processes
Recommended article: Prediction of functions of a stationary process
Recommended article: On the Prediction of a Class of Wide-Sense Stationary Random Processes
Recommended article: Q4218906
Recommended article: Q3365886
Recommended article: On the asymptotic behavior of the prediction error of a stationary process
description: scientific article; zbMATH DE number 1924856